+167.3%
B vs WAT
+83.1%
+84.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -2.8% |
| 7D | -6.2% | +2.0% | -8.2% | -6.5% |
| 30D | -6.6% | +7.7% | -14.3% | -7.7% |
| 3M | -7.9% | +11.1% | -18.9% | -9.4% |
| 6M | -16.8% | +31.2% | -48.0% | -20.2% |
| YTD | -11.7% | +21.7% | -33.4% | -15.0% |
| 1Y | +3.5% | +19.3% | -15.8% | -0.1% |
| All | +167.3% | +83.1% | +84.2% | +122.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling